+1,870.5%
LITE vs KEYS
+153.6%
+1,716.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.9% | +9.1% | +9.0% |
| 7D | +12.6% | +4.4% | +8.2% | +7.8% |
| 30D | +9.9% | -2.2% | +12.1% | +13.8% |
| 3M | +9.3% | +0.5% | +8.7% | +11.7% |
| 6M | +75.2% | +22.4% | +52.8% | +51.1% |
| YTD | +165.5% | +64.1% | +101.4% | +66.4% |
| 1Y | +555.0% | +97.0% | +458.0% | +240.0% |
| 3Y | +1,870.5% | +152.0% | +1,718.5% | +610.8% |
| All | +1,870.5% | +153.6% | +1,716.8% | +610.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEYS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling